-31.0%
LDOS vs NYT
+16.1%
-47.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -1.6% | +6.5% | -8.1% | -2.8% |
| 30D | +8.2% | +8.4% | -0.2% | +6.7% |
| 3M | -8.2% | +13.9% | -22.1% | -10.2% |
| 6M | +5.8% | -4.8% | +10.6% | +5.8% |
| YTD | -27.0% | +6.2% | -33.1% | -26.3% |
| 1Y | -31.0% | +14.3% | -45.3% | -32.0% |
| All | -31.0% | +16.1% | -47.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling